+150.5%
EXPE vs ELF
+397.3%
-246.8%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.8% | -2.8% | -0.6% |
| 7D | -13.3% | +7.8% | -21.2% | -14.5% |
| 30D | -5.5% | +9.3% | -14.8% | -7.1% |
| 3M | -16.5% | +21.2% | -37.6% | -19.6% |
| 6M | +13.1% | +96.1% | -83.0% | -1.3% |
| YTD | -8.0% | +57.0% | -65.0% | -17.2% |
| 1Y | +1.1% | +61.9% | -60.8% | -9.7% |
| 3Y | +131.2% | +20.0% | +111.1% | +90.1% |
| 5Y | +39.8% | +284.8% | -245.0% | -19.9% |
| 10Y | +118.5% | +364.2% | -245.8% | +1.1% |
| All | +150.5% | +397.3% | -246.8% | +16.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ELF.
Daily Out/Under-Performance
Portfolio return minus ELF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELF return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded ELF wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling